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Message type: E = Error
Message class: T8 - Analysis system evaluations
Message number: 128
Message text: Swaptions on non-standard swaps cannot be calculated at present
As an underlying for the swaption, you have specified a currency
interest rate swap or a swap with either changing reference interest
rates or changing nominal amounts on the variable side.
The swaption is not valued.
Error message extract from SAP system. Copyright SAP SE.
T8128
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T8127
Enter the reference interest rate
Self-Explanatory Message Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of...
T8126
Enter the number of units for the underlying
Self-Explanatory Message Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of...
T8129
American-style option cannot be valued
Self-Explanatory Message Since SAP believes that this specific error message is 'self-explanatory,' no more information has been given.The majority of...
T8130
Ref.int.rate &1 is referred to several times, yield curve &2 is used
What causes this issue? A reference interest rate is referred to several times for the curve shift of the scenario (related to various curves and shi...
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